We are investigating an allegation of malicious communication received today at QPR football club

A Scotland Yard spokesman

Police last night confirmed they are investigating the death threat, which was intercepted by staff at his club Queen’s Park Rangers.

But Ferdinand, who alleged he was racially abused by Chelsea captain John Terry when the clubs last met, is set to defy thugs by playing in this afternoon’s explosive match.

Terry, who has vowed to “fight tooth and nail” to clear his name, will appear at Westminster Magistrates’ Court on Wednesday charged with a racially aggravated public order offence.

A source said last night: “The bullet was received less than 24 hours before the FA Cup match. It’s sick this type of thing exists in the game.”

The incident was confirmed by a Scotland Yard spokesman who said: “We are investigating an allegation of malicious communication received today at QPR football club.”

It is understood the bullet is with police forensics.

The threat comes after QPR defender Ferdinand, 26, forked out an astonishing £30,000 on personal security in the wake of the Terry race row. He will be escorted by police to and from Loftus Road for the Chelsea game. Ferdinand was also hit with a death threat in November and has strengthened his home CCTV, installing panic buttons for his family and employing a private security firm run by ex-soldiers.

The Daily Star can reveal that vicious fans are plotting to target him today with an offensive chant designed to dodge race-hate laws.

A group of Chelsea fans yesterday bragged on a Blues website they will belt out an abusive song at this afternoon’s powderkeg clash with no risk of being arrested.

The sick chant, called Anton Ferdinand You Know What You Are, is widely taken as a tasteless reference to John Terry’s alleged racist jibe against the player in an October Premier League match.